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We present a data-driven machine-learning approach for modeling space-time socioeconomic dynamics. Through coarse-graining fine-scale observations, our modeling framework simplifies these complex systems to a set of tractable mechanistic…

Machine Learning · Computer Science 2024-07-26 James Koch , Pranab Roy Chowdhury , Heng Wan , Parin Bhaduri , Jim Yoon , Vivek Srikrishnan , W. Brent Daniel

Classical learning theory suggests that the optimal generalization performance of a machine learning model should occur at an intermediate model complexity, with simpler models exhibiting high bias and more complex models exhibiting high…

Machine Learning · Statistics 2020-11-09 Ben Adlam , Jeffrey Pennington

Hybrid multiscale modelling has emerged as a useful framework for modelling complex biological phenomena. However, when accounting for stochasticity in the internal dynamics of agents, these models frequently become computationally…

Quantitative Methods · Quantitative Biology 2021-05-11 Daria Stepanova , Helen M. Byrne , Philip K. Maini , Tomás Alarcón

Using a generalisation of the detailed balance for systems maintained out of equilibrium by contact with 2 reservoirs at unequal temperatures or at unequal densities, we recover the fluctuation theorem for the large deviation funtion of the…

Statistical Mechanics · Physics 2009-11-13 T. Bodineau , B. Derrida

In this paper we study the large deviations of time averaged mean square displacement (TAMSD) for Gaussian processes. The theory of large deviations is related to the exponential decay of probabilities of large fluctuations in random…

Probability · Mathematics 2018-11-29 J. Gajda , A. Wylomanska , H. Kantz , A. V. Chechkin , G. Sikora

A large deviation function mathematically characterizes the statistical property of atypical events. Recently, in non-equilibrium statistical mechanics, large deviation functions have been used to describe universal laws such as the…

Statistical Mechanics · Physics 2012-04-26 Shin-ichi Sasa

In recent work [1] we uncovered intriguing connections between Otto's characterisation of diffusion as entropic gradient flow [16] on one hand and large-deviation principles describing the microscopic picture (Brownian motion) on the other.…

Analysis of PDEs · Mathematics 2014-03-05 Stefan Adams , Nicolas Dirr , Mark A. Peletier , Johannes Zimmer

The large deviation principle in the small noise limit is derived for solutions of possibly degenerate It\^o stochastic differential equations with predictable coefficients, which may depend also on the large deviation parameter. The result…

Probability · Mathematics 2015-01-06 Alberto Chiarini , Markus Fischer

We present a coarse-graining method applicable to dry scalar active matter with motility regulation. Our approach, based on a multiscale perturbative expansion of the backward Kolmogorov equation, does not rely on any specific microscopic…

Statistical Mechanics · Physics 2026-04-13 Alberto Dinelli , Pietro Luigi Muzzeddu

Many biological systems can be described by finite Markov models. A general method for simplifying master equations is presented that is based on merging adjacent states. The approach preserves the steady-state probability distribution and…

Biological Physics · Physics 2021-03-01 David Seiferth , Peter Sollich , Stefan Klumpp

This paper concerns the large deviations of a system of interacting particles on a random graph. There is no stochasticity, and the only sources of disorder are the random graph connections, and the initial condition. The average number of…

Probability · Mathematics 2021-03-08 James MacLaurin

The problem of (pathwise) large deviations for conditionally continuous Gaussian processes is investigated. The theory of large deviations for Gaussian processes is extended to the wider class of random processes -- the conditionally…

Probability · Mathematics 2019-02-07 Barbara Pacchiarotti , Alessandro Pigliacelli

We prove the large deviation principle for the trajectory of a broad class of mean field interacting Markov jump processes via a general analytic approach based on viscosity solutions. Examples include generalized Ehrenfest models as well…

Probability · Mathematics 2016-06-24 Richard Kraaij

We study a large deviation principle for a system of stochastic reaction--diffusion equations (SRDEs) with a separation of fast and slow components and small noise in the slow component. The derivation of the large deviation principle is…

Probability · Mathematics 2019-05-02 Wenqing Hu , Michael Salins , Konstantinos Spiliopoulos

Current fluctuations in boundary-driven diffusive systems are, in many cases, studied using hydrodynamic theories. Their predictions are then expected to be valid for currents which scale inversely with the system size. To study this…

Statistical Mechanics · Physics 2016-05-26 Yongjoo Baek , Yariv Kafri , Vivien Lecomte

We consider two Ito equations that evolve on different time scales. The equations are fully coupled in the sense that all coefficients may depend on both the "slow" and the "fast" processes and the diffusion terms may be correlated. The…

Probability · Mathematics 2016-12-13 Anatolii A. Puhalskii

This paper deals with rare events in a general {interacting gas} at high temperature, by means of Large Deviations Principles. The main result is an LDP for the tagged empirical field, which features the competition of an energy term and an…

Probability · Mathematics 2025-06-17 David Padilla-Garza

In this short note we consider semi-Markov processes satisfying the condition of direction-time independence (Markov renewal processes). We derive large deviation principles and fluctuation theorems for the empirical current and the…

Statistical Mechanics · Physics 2017-09-19 A. Faggionato

Extensive time-series encoding the position of particles such as viruses, vesicles, or individual proteins are routinely garnered in single-particle tracking experiments or supercomputing studies. They contain vital clues on how viruses…

We review a few representative examples of granular experiments or models where phase separation, accompanied by domain coarsening, is a relevant phenomenon. We first elucidate the intrinsic non-equilibrium, or athermal, nature of granular…

Statistical Mechanics · Physics 2015-04-29 Andrea Baldassarri , Andrea Puglisi , Alessandro Sarracino
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